MTH102-ODE Assignment-6

1. (T) Reduce x2 y 00 + xy 0 + (x2 − 1/4)y = 0 to normal form and hence find its general
solution.
Solution:
Suppose y(x) = u(x)v(x). Hence
 
2 00 0 0 00
2 1 0 0
x (u v + 2u v + uv ) + x(u v + uv ) + x − uv = 0
4
or    
2 00 2 0 2 1 0 2 00 0
x vu + (2x v + xv)u + (x v + xv + x − v u = 0.
4
To make the 2nd term vanish, we set
1
2x2 v 0 + xv = 0 =⇒ 2xv 0 + v = 0 =⇒ v = √
x

Using this transformation the given ODE reduces to

u00 + u = 0.

Thus general solution of the reduced equation is u = A sin x + B cos x. For the original
equation, the general solution is
sin x cos x
y =A √ +B √ .
x x

2. Using recurrence relations, show the following for Bessel function Jn :

(i)(T) J000 (x) = −J0 (x) + J1 (x)/x 0
(ii) xJn+1 (x) + (n + 1)Jn+1 (x) = xJn (x)
Solution:
Useful identities for problems with Bessel’s functions:

 0  0
xν Jν = xν Jν−1 , x−ν Jν = −x−ν Jν+1 ,
Jν−1 + Jν+1 = 2νJν /x, Jν−1 − Jν+1 = 2Jν0 .

(i)
2J00 (x) = J−1 (x) − J1 (x) = −2J1 (x)
=⇒ 2J000 (x) = −2J10 (x) = J2 (x) − J0 (x) = 2J1 (x)/x − 2J0 (x)
=⇒ J000 (x) = J1 (x)/x − J0 (x)
(ii)  0
0
xn+1 Jn+1 (x) = xn+1 Jn (x) =⇒ xJn+1 (x) + (n + 1)Jn+1 (x) = xJn (x)
3. Express
(i)(T) J3 (x) in terms of J1 (x) and J0 (x) (ii) J20 (x) in terms of J1 (x) and J0 (x)
(iii) J4 (ax) in terms of J1 (ax) and J0 (ax)
Solution:
(i) Using the identity Jν+1 = 2νJν /x − Jν−1 we have
 
4 4 2
J3 (x) = J2 (x) − J1 (x) = J1 (x) − J0 (x) − J1 (x)
x x x
 
8 4
= − 1 J 1 (x) − J0 (x)
x2 x

(ii) Using identities involving Bessel’s function, we get

   
0 4 4 2
2J2 (x) = J1 (x) − J3 (x) = J1 (x) − J2 (x) − J1 (x) = 2J1 (x) − J1 (x) − J0 (x)
x x x
 
0 2 4
Hence J2 (x) = J0 (x) + 1 − 2 J1 (x)
x x
(iii) Using the identity Jν+1 = 2νJν /x − Jν−1 , we get
 
6 6 4
J4 (ax) = J3 (ax) − J2 (ax) = J2 (ax) − J1 (ax) − J2 (ax)
ax ax ax
 
24 6
= 2 2
− 1 J2 (ax) − J1 (ax)
ax ax
  
24 2 6
= 2 2
−1 J1 (ax) − J0 (ax) − J1 (ax)
ax ax ax
   
1 48 24
= 2 2
− 8 J1 (ax) − − 1 J0 (ax)
ax a x a2 x 2

4. Prove that between each pair of consecutive positive zeros of Bessel function Jν (x), there
is exactly one zero of Jν+1 (x) and vice versa.
Solution:
Let α and β be two consecutive positive zeros of Jν+1 . Let f (x) = xν+1 Jν+1 . Then
f (α) = f (β) = 0. Thus there exists c ∈ (α, β) such that f 0 (c) = 0. Taking γ = ν + 1
in [xγ Jγ ]0 = xγ Jγ−1 , we see that Jν (c) = 0. Thus there exists a zero of Jν between
consecutive zeros of Jν+1 . Similarly taking γ = ν in [x−γ Jγ ]0 = −x−γ Jγ+1 , we conclude
that there exists a zero of Jν+1 between consecutive positive zeros of Jν . To prove
uniqueness, let there exist two zero of Jν between consecutive zeros α and β of Jν+1 .
This implies that there exist a zero of Jν+1 between α and β, which contradicts the fact
that α and β are consecutive zeroes.

5. Show that the Bessel functions Jν (ν ≥ 0) satisfy

Z 1
1 2
xJν (λm x)Jν (λn x) dx = Jν+1 (λn )δmn ,
0 2
where λi are the positive zeros of Jν .
Solution:
We know that y(t) = Jν (t) satisfies

ν2
 
1 d
ÿ + ẏ + 1 − 2 y = 0, ·≡
t t dt

Let t = λx =⇒ y(t) = y(λx) = u(x). Then u0 (x) = λẏ and u00 (x) = λ2 ÿ. Hence
u(x) = Jν (λx) satisfies
ν2
 
00 1 0 2
u + u + λ − 2 u = 0, (1)
x x
Similarly, v(x) = Jν (µx) satisfies

ν2
 
1 0
00 2
v + v + µ − 2 v = 0. (2)
x x

Multiplying (1) by v and (2) by u and subtracting, we find

dh 0 0
i
x(u v − uv ) = µ2 − λ2 xuv.


dx
Integrating from x = 0 to x = 1, we find

1
Z
2
µ −λ 2
xuv dx = u0 (1)v(1) − u(1)v 0 (1). (3)
0

Now u(1) = Jν (λ) and v(1) = Jν (µ). Let us choose λ = λm and µ = λn , where λm and
λn are positive zeros of Jν . Then u(1) = v(1) = 0 and thus find
Z 1
2 2
(λn − λm ) xJν (λm x)Jν (λn x) dx = 0.
0

If n 6= m, then Z 1
xJν (λm x)Jν (λn x) dx = 0.
0

Now from (3), we find [since u0 (x) = λJν0 (λx) etc]

Z 1
λJ 0 (λ)Jν (µ) − µJν (λ)Jν0 (µ)
xJν2 (λx) dx = lim ν
0 µ→λ µ2 − λ2
2
λ Jν0 (λ) − Jν (λ)Jν0 (λ) − λJν (λ)Jν00 (λ)


=
2λ
Now if we take λ = λn , where λn is a positive zero of Jν , then we find
Z 1
1 0 2
xJν2 (λn x) dx = Jν (λn ) .
0 2
Now from
 0 ν
x−ν Jν (x) = −x−ν Jν+1 (x) =⇒ Jν0 (x) − Jν (x) = −Jν+1 (x),
x
 we find by substituting x = λn

Jν0 (λn ) = −Jν+1 (λn ).

Thus, finally we get Z 1

1 2
xJν2 (λn x) dx = Jν+1 (λn ).
0 2

6. (T) Show that any nontrivial solution u(x) of u00 + q(x)u = 0, q(x) < 0 for all x, has at
most one zero.
Solution:
Consider the equation z 00 = 0. Then z = 1 is a solution of the equation. By Strum
comparison theorem, between two zeros of u(x) there must be at least one zero of z(x).
But z = 1 has no zero. Hence u(x) can have at most one zero.

7. Let u(x) be any nontrivial solution of u00 + [1 + q(x)]u = 0, where q(x) > 0. Show that
u(x) has infinitely many zeros.
Solution:
Consider
v 00 + v = 0, u00 + 1 + q(x) u = 0

Now v = sin x is a nontrivial solution of v 00 + v = 0. Since 1 + q(x) > 1, by Strum

comparison theorem, u must vanish between two zeros of sin x. Since, sin x has infinitely
many zeros, u also has infinitely may zeros.

8. Let u(x) be any nontrivial solution of u00 + q(x)u = 0 on a closed interval [a, b]. Show
that u(x) has at most a finite number of zeros in [a, b].
Solution:
Suppose, on the contrary, u(x) has infinite number of zeros in [a, b]. It follows that there
exists x0 ∈ [a, b] and a sequence of zeros xn 6= x0 such that xn → x0 . Since u(x) is
continuous and differentiable at x0 , we have

u(xn ) − u(x0 )
u(x0 ) = lim u(xn ) = 0, u0 (x0 ) = lim =0
xn →x0 xn →x0 xn − x0
By uniqueness theorem, u ≡ 0 which contradicts the fact that u is nontrivial.

9. (T) Let Jp be any non-trivial solution of the Bessel equation

x2 y 00 + xy 0 + (x2 − p2 )y = 0, x > 0.

Show that Jp has infinitely many positive zeros.

Solution:
 The normal form of Bessel equation is

00 1/4 − p2
u + (1 + )u = 0.
x2
2
Given p ≥ 0, we can choose x0 large enough such that 1+ 1/4−p x2
> 1/4 for all x ∈ (x0 , ∞).
00 1
Compare Jp with sin(x/2) which is solution of v + 4 v = 0 in (x0 , ∞). Clearly sin(x/2) has
infinitely many zeros in (x0 , ∞). By Sturm comparison theorem, between two consecutive
zeros of sin(x/2) there is a zero of Jp . Hence Jp has infinitely many zero in (x0 , ∞).

10. (T) Consider u00 + q(x)u = 0 on an interval I = (0, ∞) with q(x) > m2 for all t ∈ I.
Show any non trivial solution u(x) has infinitely many zeros and distance between two
consecutive zeros is at most π/m.
Solution: Compare u(x) with sin mx which is a solution of v 00 + m2 v = 0. By Sturm
comparison theorem, between two consecutive zeros of v(x) = sin(mx) there is a zero of
u(x). Hence u(x) has infinitely many zero in (x0 , ∞).
Let u(a) = 0. We will show that u(x) has a zero in (a, a + π/m]. Consider v(x) =
sin(mx − ma) which is a solution of v 00 + m2 v = 0. Clearly v(a) = v(a + π/m) = 0. Hence
by Sturm comparison theorem, there exists at least one zero of u(x) in (a, a + π/m).
Hence distance between two consecutive zeros of u(x) is at most π/m.

11. Consider u00 + q(x)u = 0 on an interval I = (0, ∞) with q(x) < m2 for all t ∈ I. Show
that distance between two consecutive zeros is at least π/m.
Solution:
Suppose u(a) = 0 and u(b) be two consecutive zeros. Consider v(x) = sin(mx − ma)
which is a solution of v 00 + m2 v = 0. By Sturm comparison theorem, there exists a zero
of v(x) in (a, b). But we know that v(a) = 0 and next zero of v is at a + π/m. So
b > a + π/m.

12. (T) Let Jp be any non-trivial solution of the Bessel equation

x2 y 00 + xy 0 + (x2 − p2 )y = 0, x > 0.

Show that (i) If 0 ≤ p < 1/2, then every interval of length π has at least contains at
least one zero of Jp .
(ii) If p = 1/2 then distance between consecutive zeros of Jp is exactly π.
(iii) If p > 1/2 then every interval of length π contains at most one zero of Jp .
Solution: The normal form of Bessel equation is
1/4 − p2
u00 + (1 + )u = 0.
x2
The zeros of Jp and u(x) are same.
(i)Apply exercise 12 with m = 1.
 (ii) Clear from normal form.
(iii) Apply exercise 13 with m = 1.

13. Let y(x) be a non-trivial solution of y 00 + q(x)y = 0. Prove that if q(x) > k/x2 for some
k > 1/4 then y has infinitely many positive zeros. If q(x) < 4x12 then y has only finitely
many positive zeros.
Solution:
Consider the Cauchy-Euler equation y 00 + ky x2
= 0. With x = et , it transforms into
y 00 − y 0 + ky = 0. So characteristic equation m2 − m + k = 0. So 1 − 4k = 0 implies two
equal real roots and so the solution has finitely many zeros. If 1 − 4k < 0 then complex
conjugate roots and solution look like xm sin(βx) and it has infinitely many zeros. Rest
follows from Sturm comparison theorem.

14. Using Rodrigues’ formula for Pn (x), show that

(T)(i) Pn (−x) = (−1)n Pn (x) (ii) Pn0 (−x) = (−1)n+1 Pn0 (x)
Z 1 Z 1
2
(iii) Pn (x)Pm (x) dx = δmn (iv) xm Pn (x) dx = 0 if n > m.
−1 2n + 1 −1
Solution:
1 dn 2 n


(i) Replace x in Pn (x) = n (x − 1) by −z to get (using d/dx = −d/dz)
2 n! dxn
1 dn
Pn (−z) = (−1)n n 2 n
= (−1)n Pn (z)


(z − 1)
2 n! dz n
(ii) By differentiating (i) w.r.t. x, we get

−Pn0 (−x) = (−1)n Pn (x) =⇒ Pn0 (x) = (−1)n+1 Pn (x).

(iii) Let f (x) be any function with at least n continuous derivatives in [−1, 1]. Consider
the integral Z 1 Z 1
1 dn
I= f (x)Pn (x) dx = n f (x) n (x2 − 1)n dx.
−1 2 n! −1 dx
Repetition of integration by parts repeatedly gives
Z 1
n 1
I = (−1) n f (n) (x)(x2 − 1)n dx.
2 n! −1

If m 6= n, without any loss of generality we take f = Pm , m < n and then f (n) (x) = 0
(since Pm is a polynomial of degree m < n) and thus I = 0.
If f (x) = Pn (x), then
1 d2n 2 2n!
f (n) (x) = n 2n
(x − 1)n = n .
2 n! dx 2 n!
Thus, Z 1 Z 1
2n! 2 n 2(2n!)
I = 2n (1 − x ) dx = 2n (1 − x2 )n dx.
2 (n!)2 ) −1 2 (n!)2 ) 0
 Substitute x = sin θ to get
Z π/2
2(2n!) 2(2n!)
I = 2n cos2n+1 θ dθ = Jn .
2 (n!)2 ) 0 22n (n!)2
Using integration by parts
Z Z Z
2n+1 2n 2 2n−1
cos dθ = sin θ cos θ+2n sin θ cos θ dθ = sin θ cos θ+2n (1−cos2 θ) cos2n−1 θ dθ
2n

This leads to
π/2
2n 2(n − 1)
Z
2n 2
Jn = cos2n+1 θ dθ = Jn−1 = · · · J0 .
0 2n + 1 2n + 1 2n − 1 3
Now Z π/2
J0 = cos θ dθ = 1.
0
Hence,
2n n! 22n (n!)2
Jn = =
1 · 3 · 5 · · · (2n − 1) · (2n + 1) (2n!)(2n + 1)
Thus,
2
I=
2n + 1
m
(iv) Follows from (iii) by taking f (x) = x where m < n.
Z 1
15. Suppose m > n. Show that xm Pn (x) dx = 0 if m − n is odd. What happens if m − n
−1
is even?
Solution:
Proceeding as in 4(iii), we get (taking f (x) = xm )
Z 1
m(m − 1) · · · (m − n + 1) 1 m−n
Z
m
I= x Pn (x) dx = n n!
x (1 − x2 )n dx
−1 2 −1

If m − n is odd, then I = 0, since the integrand then becomes an odd function.

If m − n = 2k is even, then

2m(m − 1) · · · (m − n + 1) π/2 2k
Z
I = n
sin θ cos2n+1 θ dθ
2 n! 0
2m(m − 1) · · · (m − n + 1)
= Ik,n
2n n!
where Z π/2
2n
Ik,n = sin2k θ cos2n+1 θ dθ = Ik+1,n−1
0 2k + 1
By repeated application of this relation, the last subscript becomes zero. Then the
resulting integral can be evaluated by substitution:
Z π/2
1
Ik+n,0 = sin2(k+n) θ cos θ dθ =
0 2(k + n) + 1
Thus,

2n · 2(n − 1) · · · 2.1
Ik,n = Ik+n,0
(2k + 1)(2k + 3) · · · {2(k + n − 1) + 1}
2n n!
=
(2k + 1)(2k + 3) · · · {2(k + n − 1) + 1}{2(k + n) + 1}

Substituting Ik,n into the expression of I gives the value of the integral when m − n is
even.